CME Swiss Franc Future June 2022
| Trading Metrics calculated at close of trading on 07-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2022 |
07-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0791 |
1.0745 |
-0.0046 |
-0.4% |
1.0785 |
| High |
1.0792 |
1.0762 |
-0.0030 |
-0.3% |
1.0908 |
| Low |
1.0726 |
1.0727 |
0.0001 |
0.0% |
1.0694 |
| Close |
1.0749 |
1.0737 |
-0.0012 |
-0.1% |
1.0835 |
| Range |
0.0066 |
0.0035 |
-0.0031 |
-47.0% |
0.0214 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
16,949 |
12,856 |
-4,093 |
-24.1% |
110,729 |
|
| Daily Pivots for day following 07-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0827 |
1.0756 |
|
| R3 |
1.0812 |
1.0792 |
1.0747 |
|
| R2 |
1.0777 |
1.0777 |
1.0743 |
|
| R1 |
1.0757 |
1.0757 |
1.0740 |
1.0750 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0738 |
| S1 |
1.0722 |
1.0722 |
1.0734 |
1.0715 |
| S2 |
1.0707 |
1.0707 |
1.0731 |
|
| S3 |
1.0672 |
1.0687 |
1.0727 |
|
| S4 |
1.0637 |
1.0652 |
1.0718 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1454 |
1.1359 |
1.0953 |
|
| R3 |
1.1240 |
1.1145 |
1.0894 |
|
| R2 |
1.1026 |
1.1026 |
1.0874 |
|
| R1 |
1.0931 |
1.0931 |
1.0855 |
1.0979 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0836 |
| S1 |
1.0717 |
1.0717 |
1.0815 |
1.0765 |
| S2 |
1.0598 |
1.0598 |
1.0796 |
|
| S3 |
1.0384 |
1.0503 |
1.0776 |
|
| S4 |
1.0170 |
1.0289 |
1.0717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0876 |
1.0726 |
0.0150 |
1.4% |
0.0057 |
0.5% |
7% |
False |
False |
15,597 |
| 10 |
1.0908 |
1.0694 |
0.0214 |
2.0% |
0.0071 |
0.7% |
20% |
False |
False |
18,983 |
| 20 |
1.0908 |
1.0609 |
0.0299 |
2.8% |
0.0073 |
0.7% |
43% |
False |
False |
19,876 |
| 40 |
1.0972 |
1.0609 |
0.0363 |
3.4% |
0.0068 |
0.6% |
35% |
False |
False |
12,063 |
| 60 |
1.1045 |
1.0609 |
0.0436 |
4.1% |
0.0061 |
0.6% |
29% |
False |
False |
8,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0911 |
|
2.618 |
1.0854 |
|
1.618 |
1.0819 |
|
1.000 |
1.0797 |
|
0.618 |
1.0784 |
|
HIGH |
1.0762 |
|
0.618 |
1.0749 |
|
0.500 |
1.0745 |
|
0.382 |
1.0740 |
|
LOW |
1.0727 |
|
0.618 |
1.0705 |
|
1.000 |
1.0692 |
|
1.618 |
1.0670 |
|
2.618 |
1.0635 |
|
4.250 |
1.0578 |
|
|
| Fisher Pivots for day following 07-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0745 |
1.0792 |
| PP |
1.0742 |
1.0773 |
| S1 |
1.0740 |
1.0755 |
|